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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Cloudflare (NET) - NYSE Next Earnings Date: May 2, 2024 AC
EVR: 6.3
Avg Daily Volume: 2,664,354    Market Cap: 32.47B
Sector: None    Short Interest: 4.25
Live Interactive Chart
Days to Next Earnings: 14 Days
Implied Move Weekly: 14.99%       Expires on: May 3, 2024
Implied Move Monthly: 16.09%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 19
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
May 2, 2024 AC None $0.00 @$85.00 $13.95
($86.71)
16.09% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 8, 2024 AC 5.7 $90.31 @$90.00 $14.30
($90.31)
15.89% 28.44% O 19.49% O $107.92 $18.04
( $107.92 )
26.15%
Nov. 2, 2023 AC 6.0 $56.58 @$57.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 3, 2023 AC 5.9 $65.04 @$65.00
April 27, 2023 AC 5.3 $59.58 @$60.00
Feb. 9, 2023 AC 5.3 $58.17 @$58.00
Nov. 3, 2022 AC 4.7 $50.37 @$50.00
Aug. 4, 2022 AC 4.1 $58.43 @$58.00
May 5, 2022 AC 3.6 $77.81 @$78.00
Feb. 10, 2022 AC 3.7 $115.96 @$116.00

 
 
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